Displaying 20 results from an estimated 900 matches similar to: "fitting extreme value distribution"
2011 Jun 30
2
Saving fExtremes estimates and k-block return level with confidence intervals.
I am estimating a large model by groups. How do you save the results and?returns
the associated quantiles?
For this example I need a data frame
n?? ?xi??????? mu????????beta
1?? 0.1033614? 2.5389580 0.9092611
2? ?0.3401922? 0.5192882 1.5290615
3?? 0.5130798? 0.5668308 1.2105666
I also want to apply gevrlevelPlot() for each "n" or group.
?
#Example
n <- c(1, 1, 1, 1, 1, 1, 2, 2, 2,
2008 Dec 18
1
Random Number Generation using (Generalized) Extreme Value distribution and Pareto distribution
Hi R helpers,
Is there any function in R, which generates random numbers in case of
(1) Generalized Extreme Value distribution and
(2) Generalized PAreto distribution for the respective given set of parameters?
Regards
Maithili
2013 Jan 17
2
error installing KEGGSOAP
Hi, I am new to bioconductor, trying to install KEGGSOAP package, but got warnings() when installing and error message when trying to load the package, can anyone suggest what went wrong?
many thanks
John
> source("http://bioconductor.org/biocLite.R")
Bioconductor version 2.11 (BiocInstaller 1.8.3), ?biocLite for help
> biocLite("KEGGSOAP")
BioC_mirror:
2012 Oct 16
4
how to extract from list
Hi all,
I have a list of 20000 data, and the list look like below. I wonder what is
the simplest way to extract 'kappa' value (or 'xi' or 'alpha' for the
matter) from each of the data. How can I simply code it without having to
change the list to a dataframe first? Many thanks!
$X19997
xi alpha kappa
784.7718640 165.4065141 -0.2709599
$X19998
2011 Dec 13
1
tcplot documentation in evd package
Hello, and please advise regarding any errors/omissions on my part.
However, the documentation for R's tcplot function in the evd package
appears to contain an error. I am using evd version 2.2-4 in R 2.14.0
with Windows XP.
> data(portpirie)
> mrlplot(portpirie) ## No Error
> tlim <- c(3.6, 4.2)
> tcplot(portpirie, tlim) ## Line from documentation
Error in fpot(data, u[1],
2010 Nov 13
1
clusters in evd package
Hi,
I am using the clusters function in the evd package and was wondering if
anyone knew how to set the row names as date/time objects. My data has 1
column of date and time and another of wave height (H).
My two options are:
1 - When in import the data using read.table make sure that the row.names is
set = 1 giving row names to the H data.
2 - Import H from the data file and set the row names
2012 Jun 15
1
Replication of linear model/autoregressive model
Hi,
I would like to make a replication of 10 of a linear, first order
Autoregressive function, with respect to the replication of its innovation,
e. for example:
#where e is a random variables of innovation (from GEV distribution-that
explains the rgev)
#by using the arima.sim model from TSA package, I try to produce Y
replicates, with respect to every replicates of e,
#means for e[,1], I want
2006 May 31
1
Is this my mistake or a bug?(K-S test and EVT)
Hi,
I was doing a Kolmogrov test on x, y shown below. They are both 151 long.
According to the help file, exact p-value is not available so I set "exact =
FALSE", but still got the warning. There are no duplicated values in either
X or Y.
Thank you for your tips.
BTW, is there functions in R about Extreme value theory?
********************************************
> ks.test(x, y,
2012 Jun 20
2
lmomco in gev estimation
Hi guys,
I'm trying to use lmomco package. first I did the manual calculation on
what is the estimates scale and location parameter given L-CV=0.2, L1=1000
L-moments and k (shape parameter) =- 0.1. so what i get is:
location: 821.0445
scale: 260.7590
shape: -0.1000
#I assign this as GEV vectors using vec2par
GEVpara2<-vec2par(c( 821.0445 , 260.7590 ,-0.1),'gev')
#then I
2010 May 26
3
Peak Over Threshold values
Dear List
I hope you can help me: I?ve got a dataframe (df) within which I am looking
for Peak Over Threshold values as well as the length of the events. An event
starts when walevel equals 5.8 and it should end when walevel equals the
lower threshold value (5.35).
I tried ?clusters (?)? from ?evd package?, and varied r (see example) but it
did not work for all events (again
2010 Jun 16
0
fgev + negative location parameter for positive data?
Hi R,
I have a vector with all positive values and have fit the GEV
distribution (shape parameter=0) to the data and I get the negative
value of the location parameter. Is this possible?
library(evd)
r=read.table("clipboard",header=F)[,1]
> length(r)
[1] 2087
> sum(r>=0) #All data points are positive
[1] 2087
> sum(r>=1000000) #All data points are positive
2011 Feb 20
0
Extreme Values - Help with GPD function
Hi,
I'm a second year Master's student in Applied Statistics. I am doing a
project using average weekly U.S. regular gasoline prices (in cents,
per gallon) from an Excel file (from the years 1990- May 2010). I want
to find the probability that the average weekly U.S. regular gasoline
prices (in the long term) goes over 400 cents a gallon (or $4.00 a
gallon). I am using the
2005 Aug 03
4
R CMD build error
Dear list,
I try to update the prabclus package.
R CMD check works nicely, no warnings, good results in all tests.
However, building the package fails:
ginkgo:/disk5/home/chrish/RAusw/libsrc R CMD build prabclus
* checking for file 'prabclus/DESCRIPTION' ... OK
* preparing 'prabclus':
* checking whether 'INDEX' is up-to-date ... OK
* removing junk files
* building
2008 Sep 08
1
Gumbell distribution - minimum case
Hello,
I would like to sample from a Gumbell (minimum) distribution. I have
installed package {evd} but the Gumbell functions there appear to refer
to the maximum case. Unfortunately, setting the scale parameter
negative does not appear to work.
Is there a separate package for the Gumbell minimum?
--
_____________________________
Rich Gwozdz
Fire and Mountain Ecology Lab
College of
2011 Dec 15
1
modify the name of axis of an R function
Hi,
I use the function fpot of packages evd. If I call the fit that I obtain
"fit", I want to modify the name of the axis and the main title that is
produced by plot(fit1). To do this, I want to create a new function where I
would have the names modified. The problem is that I can't find the function
that produce these plots... I tried to see in plot.uvevd but it doesn't
seems
2006 Feb 16
2
fitting non-liner curves
Dear Sir/Madam,
I have two vectors say x<-c(0,0,2.73,3.42,3.95,4.26)
and y<-c(0.0,0.5,1.20,1.90,2.6,3.3). I want to fit y as a function of x and
get the equation.Do I have to use glm() ?
Rangesh
[[alternative HTML version deleted]]
2004 May 19
2
Installing packages from ZIP files
I have R 1.9.0 running under Solaris 2.9 ona SunBlade 100, and am
very happy with it. I heard about the stuff at www.rmetrics.org and
thought it might be worth looking at. However, what I found there is
a bunch of .zip files. The entry page suggests that there is some
way to install packages from .zip files in R, but I have searched all
the documentation I have and cannot find it.
_Is_ there
2005 Aug 06
1
help regarding functions & loops
I am new to R,so excuse me if its too basic. I have a vector of scores
S= {s1,s2,s3,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,sn}
n could be very large.
I want to find p-value for each score and I have the formula
pvalue= 1-exp(-exp(S))
so any ideas how to get this new vector P={p1,p2,p3,p4,p5....pn}
thankyou in advance
Rangesh
2007 Jan 14
2
ks.test not working?
Hi,
I am trying the following:
library(ismev)
library(evd)
fit <- gev.fit(x,show=FALSE)
ks.test(x,pgev,fit$mle[1],fit$mle[2],fit$mle[3])
but I am getting:
Warning message:
cannot compute correct p-values with ties in: ks.test(x, pgev,
fit$mle[1], fit$mle[2], fit$mle[3])
where x is:
[1] 239 38 1 43 22 1 5 9 15 6 1 9 156
25 3 100 6
[18] 5 100
2007 Oct 03
2
Change title size in plot(model)?
I want to use the plot(model) function to generate Tukey-anscomb and Q-Q plots of a lm(). I manage to change all labels but the main one which apparently is neither main or sub. So far I have tried as par setting: cex (changes symbol size within the plot), cex.main (no effect), cex.sub (no effect) cex.lab (changes label size), cex.axis (changes axis label size). What I would like to change is the